Running financial models with code is relatively easy provided that one has some previous programming and math/statistics experience.
That said, I have been working through the examples in the Python for Finance book by Packt Publishing and am sharing examples for pricing covered calls and simulating stock returns as listed below.
Source code of my updated examples are available on my Github repo.
Chapter 9, Example 15: Covered Stock Option Call
Chapter 11, Example 12: Simulating Stock Returns with Lognormal Distribution
I used part my summer to study up for my current course (statistical methods) at HES so am working thru the class textbook, OpenIntro Statistics.
The textbook is open-source, which means lots of useful updates/contributions and material is readily available for free. It was designed as a template for instructors to use for teaching their own courses.
That said, the topics has come in handy not only for class but in my study of algorithmic trading and financial markets.